Last Update: 23 Aug 2019 4:15 GMT+0
The Egypt 10Y Government Bond has a 15.320% yield.
10 Years vs 2 Years bond spread is -137.3 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 14.25%.
The Egypt rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 297.19 and implied probability of default is 4.95%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -50.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -95 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -137.3 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 14.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 297.19 | +3.35 % | +0.74 % | -14.60 % | 4.95 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 17.684% | -5.6 bp | +24.1 bp | ||||||
| 6 months | 17.577% | +7.7 bp | +19.1 bp | ||||||
| 9 months | 17.441% | +0.9 bp | -23.5 bp | ||||||
| 1 year | 17.199% | +9.9 bp | -16.3 bp | 85.32 | -0.09 % | +0.13 % | |||
| 2 years | 16.693% | +26.4 bp | -91.5 bp | 73.44 | -0.45 % | +1.58 % | |||
| 3 years | 16.333% | +13.9 bp | -158.1 bp | 63.52 | -0.36 % | +4.13 % | |||
| 5 years | 15.743% | -9.0 bp | -209.2 bp | 48.14 | +0.38 % | +9.36 % | |||
| 7 years | 15.512% | -23.2 bp | -224.0 bp | 36.44 | +1.42 % | +14.38 % | |||
| 10 years | 15.320% | -37.0 bp | -230.0 bp | 24.04 | +3.26 % | +21.84 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 15.320% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1596.1 bp | -7.7 | -157.0 | ||
| France 10Y | 1567.7 bp | -10.1 | -142.5 | ||
| Japan 10Y | 1555.8 bp | -27.8 | -210.2 | ||
| Spain 10Y | 1515.8 bp | -12.4 | -127.8 | ||
| United Kingdom 10Y | 1480.1 bp | -20.1 | -165.9 | ||
| Australia 10Y | 1434.2 bp | -2.8 | -119.7 | ||
| Canada 10Y | 1403.0 bp | -16.9 | -169.9 | ||
| Italy 10Y | 1401.5 bp | -7.2 | -73.0 | ||
| United States 10Y | 1368.3 bp | +6.5 | -128.3 | ||
| China 10Y | 1224.8 bp | -28.0 | -222.4 | ||
| India 10Y | 875.0 bp | -47.6 | -126.5 | ||
| Russia 10Y | 812.0 bp | -29.0 | -107.0 | ||
| Brazil 10Y | 810.5 bp | -35.5 | -58.5 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.320% | 24.04 | 29.00 | 38.92 | 48.83 | 58.75 | 68.66 | |
| 7 years | 15.512% | 36.44 | 40.54 | 48.73 | 56.93 | 65.12 | 73.32 | |
| 5 years | 15.743% | 48.14 | 51.44 | 58.02 | 64.61 | 71.20 | 77.79 | |
| 3 years | 16.333% | 63.52 | 65.75 | 70.22 | 74.69 | 79.15 | 83.62 | |
| 2 years | 16.693% | 73.44 | 75.03 | 78.21 | 81.39 | 84.58 | 87.76 | |
| 1 year | 17.199% | 85.32 | 86.18 | 87.88 | 89.59 | 91.30 | 93.00 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||